+392.1%
LRCX vs SIMO
+462.5%
-70.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -2.0% | +1.1% |
| 7D | +10.4% | +14.6% | -4.2% | +3.2% |
| 30D | +2.9% | +6.2% | -3.3% | -1.2% |
| 3M | -1.2% | +3.6% | -4.7% | -3.8% |
| 6M | +60.9% | +130.8% | -69.9% | -1.2% |
| YTD | +87.5% | +195.8% | -108.2% | -6.1% |
| 1Y | +206.6% | +225.0% | -18.4% | +43.4% |
| 3Y | +392.1% | +452.3% | -60.2% | +63.6% |
| All | +392.1% | +462.5% | -70.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling